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Criterion-based inference for GMM in autoregressive panel data models

, , and . Economics Letters, 73 (3): 379--388 (December 2001)

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A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics, 126 (1): 25--51 (May 2005)GMM with many weak moment conditions, and . CeMMAP working papers, CWP18/05. Centre for Microdata Methods and Practice, Institute for Fiscal Studies, (December 2005)Individual effects and dynamics in count data models, , and . Journal of Econometrics, 108 (1): 113--131 (May 2002)Criterion-based inference for GMM in autoregressive panel data models, , and . Economics Letters, 73 (3): 379--388 (December 2001)Advances in Econometrics, , and . Volume 15, chapter Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator, page 53--91. JAI, (2000)Two-part multiple spell models for health care demand, and . Journal of Econometrics, 104 (1): 67--89 (August 2001)Moment conditions for fixed effects count data models with endogenous regressors. Economics Letters, 68 (1): 21--24 (July 2000)RELIABLE INFERENCE FOR GMM ESTIMATORS?: FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS, and . Econometric Reviews, 24 (1): 1--37 (2005)Estimation of panel data models with binary indicators when treatment effects are not constant over time, and . Economics Letters, 88 (3): 389--396 (September 2005)Wages and the demand for health, and . Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit IZA, Bonn, (2000)